Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.217594 0.233921 0.251383 0.271533 0.294254 0.319208 0.348865
2026-01-11 0.194852 0.215997 0.239723 0.268576 0.303079 0.343488 0.395123
2026-01-18 0.181637 0.206186 0.234788 0.271085 0.316687 0.373180 0.450317
2026-01-25 0.166306 0.191996 0.222752 0.263027 0.315557 0.383561 0.481567
2026-02-01 0.153595 0.179710 0.211660 0.254584 0.312343 0.389981 0.507343
2026-02-08 0.145621 0.172554 0.206194 0.252526 0.316827 0.406618 0.549305
2026-02-15 0.141799 0.170249 0.206562 0.257913 0.331609 0.438977 0.619697
2026-02-22 0.136233 0.165251 0.202924 0.257335 0.337577 0.458688 0.672902
2026-03-01 0.130875 0.160167 0.198764 0.255554 0.341377 0.475172 0.723156
2026-03-08 0.125321 0.154499 0.193421 0.251591 0.341347 0.485259 0.763366
2026-03-15 0.120215 0.149172 0.188226 0.247421 0.340507 0.493696 0.801728
2026-03-22 0.117895 0.147522 0.188050 0.250618 0.351507 0.523468 0.888847
2026-03-29 0.116238 0.146785 0.189228 0.256103 0.367044 0.563983 1.011125
2026-04-05 0.112558 0.143026 0.185814 0.254193 0.369917 0.581429 1.085965
2026-04-12 0.110429 0.141363 0.185364 0.256892 0.380934 0.616058 1.213853
2026-04-19 0.105789 0.135904 0.179003 0.249645 0.373625 0.612931 1.241596
2026-04-26 0.101314 0.130534 0.172564 0.241927 0.364879 0.605848 1.256888
2026-05-03 0.098615 0.127658 0.169775 0.240063 0.366711 0.621315 1.342914
2026-05-10 0.097797 0.127491 0.171083 0.245068 0.381759 0.667662 1.543314
2026-05-17 0.095694 0.125337 0.169216 0.244542 0.386129 0.690623 1.677643
2026-05-24 0.093449 0.122894 0.166790 0.242900 0.388139 0.708342 1.802091
2026-05-31 0.090862 0.119857 0.163314 0.239233 0.385792 0.715178 1.888260
2026-06-07 0.088360 0.116876 0.159825 0.235371 0.382757 0.719940 1.969244